MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,150
COMMITMENTS
1,665 2,181 5,076 16,211 15,217 22,952 22,474 6,197 6,676
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -5,329)
-952 -350 -1,248 -3,464 -3,214 -5,664 -4,812 335 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.5 17.4 55.6 52.2 78.7 77.1 21.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 7 17 22 21 41 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,237
COMMITMENTS
26,522 5,998 19,940 42,896 47,283 89,358 73,221 19,879 36,017
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 339)
3,674 -46 -3,784 924 3,011 813 -819 -474 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.5 18.3 39.3 43.3 81.8 67.0 18.2 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
59 26 44 31 39 125 87
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,989
COMMITMENTS
320 1,441 155 1,697 373 2,171 1,969 817 1,020
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -65)
61 -35 51 43 -26 155 -10 -221 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 48.2 5.2 56.8 12.5 72.7 65.9 27.3 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 17 5 8 1 18 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,858
COMMITMENTS
45,377 8,164 21,357 68,740 78,595 135,474 108,115 16,385 43,743
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,915)
6,257 -3,735 932 -577 5,046 6,612 2,243 2,304 6,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.4 14.1 45.3 51.8 89.2 71.2 10.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
67 28 45 72 104 157 164
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,597
COMMITMENTS
2,075 274 413 894 3,316 3,382 4,003 2,215 1,594
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -76)
-94 90 -51 26 -180 -119 -141 43 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 4.9 7.4 16.0 59.2 60.4 71.5 39.6 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 8 8 13 19 39 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,236
COMMITMENTS
8,719 1,178 6,533 9,290 7,257 24,541 14,968 4,695 14,268
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,795)
1,506 -805 175 -130 1,439 1,551 809 243 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.0 22.3 31.8 24.8 83.9 51.2 16.1 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
43 16 28 42 48 98 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,529
COMMITMENTS
17,809 14,325 990 61,449 77,494 80,248 92,810 30,282 17,719
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,334)
5,693 -5,311 -1,428 1,254 14,033 5,518 7,293 -184 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 13.0 0.9 55.6 70.1 72.6 84.0 27.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 12 4 26 27 46 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,252
COMMITMENTS
7,474 10,501 1,346 39,620 43,558 48,440 55,405 19,812 12,847
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,024)
176 1,285 942 2,819 3,780 3,937 6,007 1,087 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 15.4 2.0 58.0 63.8 71.0 81.2 29.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 2 17 16 26 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 125,660
COMMITMENTS
73,217 8,443 1,785 36,018 107,187 111,020 117,415 14,640 8,245
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 23,003)
2,218 -442 1,529 15,480 17,882 19,227 18,968 3,776 4,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 6.7 1.4 28.7 85.3 88.3 93.4 11.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
62 11 5 21 27 87 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,072
COMMITMENTS
46,452 5,279 1,951 21,361 80,646 69,764 87,876 31,308 13,196
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 18,186)
8,471 728 1,348 5,183 17,666 15,002 19,743 3,184 -1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 5.2 1.9 21.1 79.8 69.0 86.9 31.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
28 8 6 13 19 43 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,559
COMMITMENTS
13,986 23,045 5,110 139,876 142,037 158,972 170,191 35,587 24,368
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,772)
659 3,018 2,234 9,927 7,220 12,819 12,471 953 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 11.8 2.6 71.9 73.0 81.7 87.5 18.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 16 9 27 26 48 48
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,458
COMMITMENTS
35,645 14,279 9,922 77,590 113,023 123,158 137,225 67,300 53,233
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -21,073)
-7,055 3,610 -11,252 646 -8,076 -17,661 -15,718 -3,412 -5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.5 5.2 40.7 59.3 64.7 72.0 35.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 25 21 33 34 74 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,871
COMMITMENTS
5,933 0 0 3,852 10,846 9,785 10,846 2,086 1,025
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 0.0 0.0 32.4 91.4 82.4 91.4 17.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 0 0 7 11 15 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,857
COMMITMENTS
14,573 1,906 62 40,533 50,920 55,168 52,888 5,689 7,969
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 27,082)
4,207 266 -188 22,103 24,766 26,122 24,844 960 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.1 0.1 66.6 83.7 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 11 16 16 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,559,938
COMMITMENTS
698,975 1182284 4117520 7736064 6587980 12552560 11887784 1007378 1672155
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 213,472)
-4,671 33,527 136,794 114,074 56,327 246,197 226,648 -32,725 -13,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.7 30.4 57.1 48.6 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
57 77 104 131 145 247 271
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 789,857
COMMITMENTS
69,197 85,219 43,204 518,307 540,846 630,708 669,270 159,149 120,587
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 24,507)
2,326 2,439 9,165 15,120 18,076 26,612 29,680 -2,105 -5,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.8 5.5 65.6 68.5 79.9 84.7 20.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 38 52 99 74 179 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,958
COMMITMENTS
228,533 267,079 33,517 498,541 695,563 760,591 996,159 331,367 95,799
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 64,713)
20,066 3,301 10,996 49,849 56,436 80,910 70,733 -16,197 -6,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.5 3.1 45.7 63.7 69.7 91.2 30.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 64 29 57 56 116 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,358
COMMITMENTS
1,795 478 617 7,128 12,397 9,540 13,492 5,818 1,866
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,445)
228 -45 561 292 685 1,081 1,201 364 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.1 4.0 46.4 80.7 62.1 87.8 37.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 17 12 22 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,166
COMMITMENTS
3,912 6,008 1,497 22,094 17,981 27,503 25,486 5,663 7,680
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 721)
-646 -163 1,224 534 -669 1,112 392 -391 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 4.5 66.6 54.2 82.9 76.8 17.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 16 20 25 28
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,956
COMMITMENTS
4,969 13,266 1,021 45,162 60,588 51,152 74,875 34,804 11,082
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -4,172)
450 -6,746 836 4,517 2,885 5,803 -3,025 -9,975 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.4 1.2 52.5 70.5 59.5 87.1 40.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 24 7 38 34 59 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 392,342
COMMITMENTS
82,046 101,231 2,651 279,258 156,341 363,956 260,223 28,386 132,119
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -66,131)
-32,893 1,878 -394 -26,871 -13,054 -60,158 -11,570 -5,973 -54,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 25.8 0.7 71.2 39.8 92.8 66.3 7.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
51 56 12 43 33 98 97
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 136,644
COMMITMENTS
54,063 3,496 4,900 40,497 115,441 99,460 123,837 37,184 12,807
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 29,968)
-1,547 2,625 2,558 23,399 19,935 24,411 25,119 5,558 4,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 2.6 3.6 29.6 84.5 72.8 90.6 27.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 4 4 16 26 39 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,029
COMMITMENTS
1,652 15,694 224 31,597 19,293 33,473 35,211 6,555 4,818
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 4,242)
149 1,144 -86 3,939 2,859 4,002 3,917 240 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 39.2 0.6 78.9 48.2 83.6 88.0 16.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 11 2 28 23 34 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 213,999
COMMITMENTS
66,357 37,077 4,755 131,684 160,398 202,796 202,230 11,203 11,769
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,568)
5,019 1,742 3,223 -4,566 -447 3,676 4,518 -2,108 -2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 17.3 2.2 61.5 75.0 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 33 10 29 43 51 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,318
COMMITMENTS
12,407 8,247 7,259 16,293 25,709 35,959 41,215 18,359 13,103
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,297)
1,459 -251 6,205 -401 1,801 7,263 7,755 6,034 5,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 15.2 13.4 30.0 47.3 66.2 75.9 33.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 12 18 26 52 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,666
COMMITMENTS
7,588 485 4,458 7,979 4,852 20,025 9,795 17,641 27,871
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.3 11.8 21.2 12.9 53.2 26.0 46.8 74.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 9 7 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,377
COMMITMENTS
200 9,599 2,219 56,520 72,005 58,939 83,823 56,438 31,554
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,198)
100 -912 -399 -1,669 -3,317 -1,968 -4,628 -1,230 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.3 1.9 49.0 62.4 51.1 72.7 48.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 16 3 22 29 26 47
Updated March 11, 2005